+192.3%
ACM vs SHAK
+59.5%
+132.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.1% |
| 7D | +5.6% | +4.3% | +1.3% | +4.7% |
| 30D | +20.8% | +9.0% | +11.8% | +18.5% |
| 3M | +11.4% | +1.8% | +9.6% | +10.5% |
| 6M | +0.9% | +17.3% | -16.4% | -3.7% |
| YTD | -24.8% | -7.6% | -17.2% | -25.6% |
| 1Y | -46.4% | -16.9% | -29.5% | -45.9% |
| 3Y | -9.2% | +35.1% | -44.3% | -21.5% |
| 5Y | +5.0% | -11.3% | +16.2% | -4.7% |
| 10Y | +130.6% | +98.8% | +31.7% | +56.7% |
| All | +192.3% | +59.5% | +132.7% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling